CME British Pound Future June 2009
Trading Metrics calculated at close of trading on 19-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1.4045 |
1.4301 |
0.0256 |
1.8% |
1.4124 |
High |
1.4306 |
1.4603 |
0.0297 |
2.1% |
1.4177 |
Low |
1.3850 |
1.4166 |
0.0316 |
2.3% |
1.3662 |
Close |
1.4227 |
1.4515 |
0.0288 |
2.0% |
1.3975 |
Range |
0.0456 |
0.0437 |
-0.0019 |
-4.2% |
0.0515 |
ATR |
0.0261 |
0.0273 |
0.0013 |
4.8% |
0.0000 |
Volume |
47,923 |
74,447 |
26,524 |
55.3% |
158,439 |
|
Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5739 |
1.5564 |
1.4755 |
|
R3 |
1.5302 |
1.5127 |
1.4635 |
|
R2 |
1.4865 |
1.4865 |
1.4595 |
|
R1 |
1.4690 |
1.4690 |
1.4555 |
1.4778 |
PP |
1.4428 |
1.4428 |
1.4428 |
1.4472 |
S1 |
1.4253 |
1.4253 |
1.4475 |
1.4341 |
S2 |
1.3991 |
1.3991 |
1.4435 |
|
S3 |
1.3554 |
1.3816 |
1.4395 |
|
S4 |
1.3117 |
1.3379 |
1.4275 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5483 |
1.5244 |
1.4258 |
|
R3 |
1.4968 |
1.4729 |
1.4117 |
|
R2 |
1.4453 |
1.4453 |
1.4069 |
|
R1 |
1.4214 |
1.4214 |
1.4022 |
1.4076 |
PP |
1.3938 |
1.3938 |
1.3938 |
1.3869 |
S1 |
1.3699 |
1.3699 |
1.3928 |
1.3561 |
S2 |
1.3423 |
1.3423 |
1.3881 |
|
S3 |
1.2908 |
1.3184 |
1.3833 |
|
S4 |
1.2393 |
1.2669 |
1.3692 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6460 |
2.618 |
1.5747 |
1.618 |
1.5310 |
1.000 |
1.5040 |
0.618 |
1.4873 |
HIGH |
1.4603 |
0.618 |
1.4436 |
0.500 |
1.4385 |
0.382 |
1.4333 |
LOW |
1.4166 |
0.618 |
1.3896 |
1.000 |
1.3729 |
1.618 |
1.3459 |
2.618 |
1.3022 |
4.250 |
1.2309 |
|
|
Fisher Pivots for day following 19-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4472 |
1.4419 |
PP |
1.4428 |
1.4323 |
S1 |
1.4385 |
1.4227 |
|